+129.8%
ACM vs SBAC
+109.8%
+19.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +3.0% | -2.8% | +5.8% | +3.7% |
| 30D | +19.7% | +3.1% | +16.6% | +18.6% |
| 3M | +5.3% | +5.1% | +0.2% | +3.8% |
| 6M | -10.8% | -11.4% | +0.6% | -8.5% |
| YTD | -25.1% | +0.2% | -25.3% | -26.5% |
| 1Y | -45.8% | -3.9% | -41.9% | -46.1% |
| 3Y | -9.4% | -7.7% | -1.7% | -11.1% |
| 5Y | +4.8% | -39.7% | +44.5% | +16.6% |
| 10Y | +129.8% | +111.9% | +17.9% | +156.8% |
| All | +129.8% | +109.8% | +19.9% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling